Nano-sized magnesium ferrites were synthesized by the sol-gel auto-combustion method using a variety of chelating/combustion agents: tartaric acid, citric acid, cellulose, glycine, urea and hexamethylenetetramine. The original purpose of this work was the synthesis of nano-sized magnesium ferrite by using, for the first time, cellulose and hexamethylenetetramine as chelating/combustion agents. Synthesized samples were subjected to different heat treatments at 773 K, 973 K and, respectively 1173 K in air. The disappearance of the organic phase and nitrate phase with the spinel structure formation was monitored by infrared absorption spectroscopy. Spinel structure, crystallite size and cation distribution were evaluated by X-ray diffraction data. The morphology of as-prepared powders was studied using scanning electron microscopy. The magnetic and dielectric properties were studied for the obtained samples.